Closed caibengbu closed 3 years ago
Merging #29 (d63388a) into master (7021ddf) will decrease coverage by
20.95%
. The diff coverage is0.00%
.
@@ Coverage Diff @@
## master #29 +/- ##
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- Coverage 67.30% 46.35% -20.96%
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Files 13 13
Lines 624 906 +282
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Hits 420 420
- Misses 204 486 +282
Impacted Files | Coverage Δ | |
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src/GLFixedEffectModels.jl | 0.00% <ø> (ø) |
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src/utils/biascorr.jl | 0.00% <0.00%> (ø) |
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There are also some minor discrepancies between the Stata package Weidner and Zylkin (2020) produced (ppml_fe_bias
) and their paper:
ppml_fe_bias
, they include the excluded term.
I feel like they are equally important references and can't decide which one to adhere to (especially the first discrepancy). For test purposes, I align with ppml_fe_bias
for now. This version is pretty much a step-by-step implementation of the paper. There might be other shortcuts we can take to simplify our codes.
There are also some minor discrepancies between the Stata package Weidner and Zylkin (2020) produced (
ppml_fe_bias
) and their paper:
Update on this: Discrepancy 1 is kind of a silly question to ask since in a trade gravity model a country doesn't import/export to themselves so observations whose i==j would never show up in the data. In their paper they excluded such observations and this is a result of how the likelihood function is defined. They also said that it is okay to include if used in other scenarios where observations whose i==j is not meaningless. Discrepancy 2 is a typo in the paper.
This pull request adds a new feature of point estimates bias correction for three-way network poisson regressions. It produces the same result as the stata package
ppml_fe_bias
. There's also some major modifications to the function in terms of formula parsing and data frame sorting.TO-DO: add standard error correction as introduced in Weidner and Zylkin (2020)